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We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

Cyber-Physical Systems (CPS) in domains such as manufacturing and energy distribution generate complex time series data crucial for Prognostics and Health Management (PHM). While Deep Learning (DL) methods have demonstrated strong…

Machine Learning · Computer Science 2025-12-16 Alexander Windmann , Henrik Steude , Daniel Boschmann , Oliver Niggemann

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

In this work, water distribution systems are regarded as large sparse planar graphs with complex network characteristics and the relationship between important topological features of the network (i.e. structural robustness and loop…

Physics and Society · Physics 2010-09-23 A. Yazdani , P. Jeffrey

Solar hosting capacity analysis (HCA) assesses the ability of a distribution network to host distributed solar generation without seriously violating distribution network constraints. In this paper, we consider risk-sensitive HCA that…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Avinash N. Madavan , Nathan Dahlin , Subhonmesh Bose , Lang Tong

Voltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this…

Optimization and Control · Mathematics 2018-11-07 Pan Li , Baihong Jin , Dai Wang , Baosen Zhang

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Machine Learning · Computer Science 2022-10-19 Philipp Giese

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We…

Risk Management · Quantitative Finance 2014-03-26 Rama Cont , Romain Deguest , Xuedong He

The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…

Applications · Statistics 2025-06-17 Michael R. Powers , Jiaxin Xu

The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity of interest exceeds a critical value. In our approach, the…

Methodology · Statistics 2025-04-11 Lea Friedli , David Ginsbourger , Arnaud Doucet , Niklas Linde

Preventive control is a crucial strategy for power system operation against impending natural hazards, and its effectiveness fundamentally relies on the realism of scenario generation. While most existing studies employ sequential Monte…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Ziyue Li , Guanglun Zhang , Grant Ruan , Haiwang Zhong , Chongqing Kang

The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…

Optimization and Control · Mathematics 2017-11-06 Daniel Bienstock , Apurv Shukla

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

Power systems are getting more complex than ever and are consequently operating close to their limit of stability. Moreover, with the increasing demand of renewable wind generation, and the requirement to maintain a secure power system, the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Umair Shahzad

In response to the damage to electric power transmission systems caused by typhoon disasters in coastal areas, a planning-targeted resilience assessment framework that considers the impact of multiple factors is established to accurately…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Rui Yang , Yang Li

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

The risk of extreme environmental events is of great importance for both the authorities and the insurance industry. This paper concerns risk measures in a spatial setting, in order to introduce the spatial features of damages stemming from…

Probability · Mathematics 2016-10-12 Erwan Koch

In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…

Optimization and Control · Mathematics 2017-08-29 Jianqiu Huang , Kezhuo Zhou , Yongpei Guan